+35.4%
CMS vs SPG
+86.1%
-50.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | -1.1% | +2.7% | -3.9% | -1.8% |
| 30D | +6.6% | +16.6% | -10.0% | +2.4% |
| 3M | +0.8% | +8.1% | -7.3% | -1.3% |
| 6M | -3.3% | +19.3% | -22.7% | -7.7% |
| YTD | +2.7% | +31.1% | -28.4% | -4.2% |
| 1Y | -4.0% | +32.8% | -36.8% | -10.8% |
| 3Y | +37.6% | +135.8% | -98.2% | +8.5% |
| 5Y | +35.4% | +85.1% | -49.6% | +7.9% |
| All | +35.4% | +86.1% | -50.7% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SPG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling